+181.3%
MSTR vs CMS
+38.3%
+143.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.4% |
| 7D | -8.7% | +1.7% | -10.4% | -8.2% |
| 30D | -21.4% | +8.6% | -30.0% | -19.4% |
| 3M | +31.4% | -0.5% | +31.9% | +32.0% |
| 6M | -30.8% | -4.2% | -26.6% | -30.8% |
| YTD | -14.9% | +3.4% | -18.4% | -13.6% |
| 1Y | -49.3% | +0.4% | -49.7% | -48.6% |
| All | +181.3% | +38.3% | +143.0% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling